+1,312.5%
CLS vs EOG
+21.8%
+1,290.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +12.8% | -2.0% | +14.8% | +13.2% |
| 30D | +3.8% | +7.9% | -4.1% | +1.8% |
| 3M | -14.6% | +4.5% | -19.1% | -16.2% |
| 6M | +32.2% | +12.3% | +19.9% | +25.2% |
| YTD | +11.6% | +41.9% | -30.3% | -5.0% |
| 1Y | +35.1% | +27.8% | +7.2% | +20.6% |
| 3Y | +1,312.5% | +21.8% | +1,290.7% | +1,162.2% |
| All | +1,312.5% | +21.8% | +1,290.7% | +1,162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling